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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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72144215287 · Jun 202019922001200920172026
48 results for tunable loss

We present αα-loss, α[1,]α\in [1,\infty], a tunable loss function for binary classification that bridges log-loss (α=1α=1) and 00-11 loss (α=α= \infty). We prove that αα-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal y…

2019-02-12abs ↗pdf ↗

The recently proposed "generalized min-max" (GMM) kernel can be efficiently linearized, with direct applications in large-scale statistical learning and fast near neighbor search. The linearized GMM kernel was extensively compared in with linearized radial basis function (RBF) kernel. On a large number of classificatio…

2017-01-09abs ↗pdf ↗

Dual-objective GANs reduce training instabilities with tunable α-loss parameters.

problem Training instabilities in Generative Adversarial Networks (GANs).
method Introduce (αD,αG)(α_D,α_G)-GANs with dual objectives modeled using αα-loss.
result Upper bounds on estimation error show improved performance under certain conditions.

TSSM splits neural networks for parallel training with minimal accuracy loss.

problem Accuracy degradation in parallel training of deep neural networks.
method TSSM reformulates alternating minimization to achieve parallelism with minimal accuracy loss.
result TSSM achieves significant speedup without accuracy loss on multiple datasets.

PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.

problem Evaluating physics-informed neural networks on complex coupled ODEs.
method Tuned benchmarks of partial differential equations and harmonic oscillators; varying network architecture and training method.
result PINNs fail to solve complex ODEs, revealing issues like insufficient capacity, poor conditioning, and high local curvature.

While tree methods have been popular in practice, researchers and practitioners are also looking for simple algorithms which can reach similar accuracy of trees. In 2010, (Ping Li UAI'10) developed the method of "abc-robust-logitboost" and compared it with other supervised learning methods on datasets used by the deep …

2018-05-08abs ↗pdf ↗

This paper enhances the Random Survival Forest model for better predictive maintenance.

problem Improving time-to-failure estimation in predictive maintenance with Random Survival Forest.
method A three-level framework for quantifying hyperparameter tunability, including model-level and hyperparameter-level metrics.
result Hyperparameter tuning significantly improves Random Survival Forest model performance in predictive maintenance.

Introduces tunable basis functions for Gaussian processes.

problem Reduces computational complexity in Gaussian process approximations.
method Introduces tunable, local, and bounded basis functions for kernel approximation.
result Demonstrates superior performance compared to state-of-the-art methods, especially with poorly chosen kernel functions.

Enhances multi-modular models by directing information flow between components.

problem Improving predictive performance in multi-modular models with misspecification.
method Introduces Semi-Modular Inference (SMI) with an influence parameter to control information flow between modules.
result SMI allows for tunable and directed information flow, improving prediction in some settings.

We propose a method to build quantum memristors in quantum photonic platforms. We firstly design an effective beam splitter, which is tunable in real-time, by means of a Mach-Zehnder-type array with two equal 50:50 beam splitters and a tunable retarder, which allows us to control its reflectivity. Then, we show that th…

2017-09-22abs ↗pdf ↗

MLtuner automatically tunes settings for training tunables (such as the learning rate, the momentum, the mini-batch size, and the data staleness bound) that have a significant impact on large-scale machine learning (ML) performance. Traditionally, these tunables are set manually, which is unsurprisingly error-prone and…

2018-03-20abs ↗pdf ↗

When humans learn a new concept, they might ignore examples that they cannot make sense of at first, and only later focus on such examples, when they are more useful for learning. We propose incorporating this idea of tunable sensitivity for hard examples in neural network learning, using a new generalization of the cr…

2016-11-23abs ↗pdf ↗

Generalized dual discriminator GANs improve upon traditional GANs by using two discriminators and a flexible loss function.

problem Mode collapse in GANs.
method Introducing dual discriminator αα-GANs and extending the approach to arbitrary functions.
result The approach reduces the optimization problem to a linear combination of an ff-divergence and a reverse ff-divergence.

Approximate dynamic programming (ADP) has proven itself in a wide range of applications spanning large-scale transportation problems, health care, revenue management, and energy systems. The design of effective ADP algorithms has many dimensions, but one crucial factor is the stepsize rule used to update a value functi…

2014-07-10abs ↗pdf ↗

This paper shows DPPs can outperform random coresets in machine learning tasks.

problem Building efficient coresets for machine learning models.
method Using determinantal point processes (DPPs) to construct coresets with provable improvements over random sampling.
result DPPs can provably outperform independently drawn coresets in terms of approximation of total loss.

SC-InfoNCE improves InfoNCE for feature clustering in contrastive learning.

problem Lack of theoretical understanding of InfoNCE's feature clustering mechanism.
method Introduced a transition probability matrix to model data augmentation dynamics and optimize feature similarity.
result SC-InfoNCE achieves strong performance across diverse domains, aligning feature similarity with downstream data.

New research shows LLMs can't be explained by statistical generalization alone.

problem Understanding why large language models (LLMs) perform well despite statistical generalization limitations.
method Examined the non-identifiability of AR probabilistic models and their implications for LLMs.
result Non-identifiability of LLMs leads to different behaviors and requires a separate theoretical explanation.

Redundancy improves learning stability and generalization in structured systems.

problem Understanding redundancy in structured systems for learning and generalization.
method Developed a theoretical framework that redefines redundancy as a geometric principle unifying various measures.
result Redundancy balances structure and coupling, leading to optimal stability and generalization.

RETR improves indoor radar perception with a novel transformer model.

problem Indoor radar perception lacks models tailored for multi-view radar settings.
method RETR extends DETR architecture with depth-prioritized feature similarity, tri-plane loss, and radar-to-camera transformation.
result RETR outperforms state-of-the-art methods by 15.38+ AP for object detection and 11.91+ IoU for instance segmentation.

Bayesian method for semi-structured models accounts for both types of uncertainty.

problem Lack of work on epistemic uncertainty in semi-structured regression models.
method Bayesian approximation with subspace inference for joint posterior sampling.
result Validated approach recovers structured effect posteriors and approaches full-space posterior.

Novel OTT method for cryptocurrency trading offers high annualized profit.

problem Quantifying and exploiting trading opportunities in cryptocurrency markets.
method Bi-objective convex optimization for balancing profit and risk.
result Annualized profit of 15.49% in cryptocurrency market from 2020 to 2022.

Quantum neural networks need both data-dependent and trainable unitaries for effective geometric deformation.

problem Quantum neural networks lack the geometric flexibility of classical networks due to limitations in state reachability.
method Viewing quantum states as embedded manifolds, we analyze infinitesimal unitary actions and introduce the CLA maps and aCLS criterion.
result Geometric flexibility in quantum neural networks requires a joint dependence on data and trainable weights.

ARS visualization improves t-SNE dynamics with tunable attraction and repulsion.

problem Improve data visualization techniques for complex data sets.
method ARS framework based on t-SNE dynamics with normalized interactions and tunable kernels.
result ARS visualization provides better control over cluster tightness and spacing.

We present an algorithm to generate synthetic datasets of tunable difficulty on classification of Morse code symbols for supervised machine learning problems, in particular, neural networks. The datasets are spatially one-dimensional and have a small number of input features, leading to high density of input informatio…

2018-07-11abs ↗pdf ↗

Kernel ridgeless regression with random features shows good generalization without explicit regularization.

problem Generalization of kernel ridgeless regression without explicit regularization.
method Investigation of ridgeless regression with random features and stochastic gradient descent, exploring the effect of random features error and spectral density optimization.
result Random features error exhibits the double-descent curve, leading to improved generalization.

We develop a scalable method for Bayesian neural networks with stochastic differential equations.

problem Uncertainty quantification in deep neural networks.
method Gradient-based stochastic variational inference in continuous-depth Bayesian neural networks.
result Gradient estimator with zero variance as the approximation improves.

In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…

2012-12-19abs ↗pdf ↗

A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal space, and each orthogonal basis is associated with an individually tunable regulari…

2015-09-04abs ↗pdf ↗